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首页> 外文期刊>The Review of Economic Studies >Negatively Correlated Bandits
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Negatively Correlated Bandits

机译：负相关土匪

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摘要

We analyse a two-player game of strategic experimentation with two-armed bandits. Either player has to decide in continuous time whether to use a safe arm with a known pay-off or a risky arm whose expected pay-off per unit of time is initially unknown. This pay-off can be high or low and is negatively correlated across players. We characterize the set of all Markov perfect equilibria in the benchmark case where the risky arms are known to be of opposite type and construct equilibria in cut-off strategies for arbitrary negative correlation. All strategies and pay-offs are in closed form. In marked contrast to the case where both risky arms are of the same type, there always exists an equilibrium in cut-off strategies, and there always exists an equilibrium exhibiting efficient long-run patterns of learning. These results extend to a three-player game with common knowledge that exactly one risky arm is of the high pay-off type.
机译：我们用两臂土匪分析了一个两人战略实验游戏。玩家必须连续地决定是使用具有已知收益的安全支路，还是使用最初未知单位时间的预期收益的风险支路。收益可以很高也可以很低，并且在参与者之间是负相关的。我们在基准案例中描述了所有马尔可夫完美均衡的特征，在该案例中，已知风险武器是相反类型的，并在任意负相关的截断策略中构造了均衡。所有策略和收益均为封闭形式。与两个风险部门属于同一类型的情况形成鲜明对比的是，截断策略中始终存在均衡，并且始终存在表现出有效的长期学习模式的均衡。这些结果扩展到一个三人游戏，该游戏具有一个常识，即一个高风险类型就是高风险类型。

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